Are you having difficulties with first, or third-party cookies? Most modern web browsers provide easily accessible configuration of first-party cookies - but will intentionally block third-party cookies that are commonly and inappropriately used for tracking purposes.
You can manage Safari’s privacy settings from iPad settings - as described in the iPad User Guide:
Browse privately in Safari on iPad - Apple Support
First party cookies can be enabled in settings - by disabling Block All Cookies:
iPadOS 13/14/15 disables third-party cookies by design, using ITP (Intelligent Tracking Protection) - this being an enhanced privacy feature of iOS/iPadOS.
You’ll usually find that older sites, that still attempt to force-third party cookies, will be automatically blocked from loading/rendering content - but you’ll often find that you’ll have a click-through option that allows you to enable cookies for the webpage for the duration of the session.
If you know what you’re doing - and still wish to disable the privacy protection offered by ITP and third-party cookie blocking - you can do so from Safari Advanced settings. Be aware that you change any of these settings at your own risk; there is no “undo” button or “return to default” settings option. Make careful note of settings before you make any changes - as without your own notes, the only way to restore standard settings is a full reset of your iPad.
The setting that you need to change works in reverse logic:
Settings > Safari > Advanced > Experimental Settings > Disable Full 3rd-Party Cookie Blocking (ITP) - set to ON
The setting is shown here in its default (blocking) mode:
